+104.3%
CEG vs FITB
+123.2%
-18.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -4.7% | -1.5% | -3.2% | -4.4% |
| 30D | -16.6% | +5.8% | -22.4% | -17.9% |
| 3M | -4.1% | -6.1% | +2.0% | -2.7% |
| 6M | -22.3% | +5.9% | -28.3% | -24.0% |
| YTD | -28.9% | +16.1% | -45.0% | -32.8% |
| 1Y | -28.5% | +28.8% | -57.3% | -34.6% |
| 3Y | +104.3% | +126.0% | -21.7% | +71.3% |
| All | +104.3% | +123.2% | -18.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling